Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52305.58 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45940.63 Kr¶

PnL: ---------------------------------------> -781.97 Kr¶

DD now: ---------------------------------> -1.534 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 11:06:18.623835'

Anic Portfolio¶

Today¶

Return: -0.444 %¶

This Week¶

Return: -1.434 %¶

Total portfolio value¶

Return including deposits: 71.235 %¶

Benchmark comparison TODAY¶

---------------------------------------------------------------------------
HTTPError                                 Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_15684/3603717069.py in <module>
      7     data = ava.search_for_instrument(avanza.constants.InstrumentType.INDEX, ticker)
      8     index_id = data['hits'][0]['topHits'][0]['id']
----> 9     price = pd.DataFrame(ava.get_chart_data(index_id, period = TimePeriod.TODAY)['ohlc'])
     10 
     11     try:

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in get_chart_data(self, order_book_id, period, resolution)
   1570             options['resolution'] = resolution.value.lower()
   1571 
-> 1572         return self.__call(
   1573             HttpMethod.GET,
   1574             Route.CHARTDATA_PATH.value.format(order_book_id, options['timePeriod'])

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in __call(self, method, path, options, return_content)
    136         )
    137 
--> 138         response.raise_for_status()
    139 
    140         # Some routes like add/remove instrument from a watchlist

~\Anaconda3\envs\AnicTrading\lib\site-packages\requests\models.py in raise_for_status(self)
    951 
    952         if http_error_msg:
--> 953             raise HTTPError(http_error_msg, response=self)
    954 
    955     def close(self):

HTTPError: 503 Server Error: Service Temporarily Unavailable for url: https://www.avanza.se/_api/price-chart/stock/19002?timePeriod=today

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
Sedana Medical 135 0.880000 4357.800000 37.800000 0.870000 4320.000000
BHG Group 49 5.070000 670.320000 31.320000 4.900000 638.999984
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC B 7 1.570000 655.200000 1.200000 0.180000 653.999997
NCC A 6 0.000000 598.800000 -0.200000 -0.030000 598.999998
SCA A 4 -0.660000 598.400000 -0.600000 -0.100000 599.000000
Profoto Holding 7 1.220000 581.000000 -1.000000 -0.170000 581.999999
Addtech B 3 0.170000 698.400000 -1.600000 -0.230000 699.999999
Latour B 2 0.360000 447.000000 -2.000000 -0.450000 449.000000
Addnode Group B 6 -0.320000 747.600000 -2.400000 -0.320000 750.000000
Investor B 3 -0.550000 651.900000 -3.600000 -0.550000 655.500000
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
BONESUPPORT HOLDING 10 -0.570000 1218.000000 -6.000000 -0.490000 1224.000000
SynAct Pharma 9 -1.120000 638.100000 -6.900000 -1.070000 645.000003
Balco Group 39 1.700000 1868.100000 -6.900000 -0.370000 1874.999997
Indutrade 5 -0.110000 1311.500000 -8.500000 -0.640000 1320.000000
Biotage 4 -2.050000 591.600000 -11.400000 -1.890000 603.000000
Embracer Group B 26 0.060000 650.520000 -11.480000 -1.730000 661.999988
Sdiptech B 3 0.000000 810.000000 -12.000000 -1.460000 822.000000
Fortnox 10 0.030000 655.200000 -12.800000 -1.920000 668.000000
Humana 40 -0.970000 655.200000 -18.800000 -2.790000 674.000000
Creades A 7 -3.770000 589.400000 -21.600000 -3.540000 610.999998
Vitrolife 3 -0.830000 648.000000 -29.000000 -4.280000 677.000001
Lime Technologies 2 3.490000 564.000000 -29.000000 -4.890000 593.000000
Volati 5 0.560000 543.000000 -31.000000 -5.400000 574.000000
Xvivo Perfusion 3 -2.190000 805.500000 -39.500000 -4.670000 845.000001
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Wästbygg Gruppen B 80 0.280000 2824.000000 -47.000000 -1.640000 2871.000000
Investor A 16 -0.640000 3481.600000 -63.400000 -1.790000 3545.000000
Ambea 68 -1.630000 2460.240000 -76.760000 -3.030000 2537.000032
New Wave B 20 0.000000 3814.000000 -102.000000 -2.600000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
Bactiguard Holding B 37 -8.480000 2756.500000 -203.500000 -6.880000 2960.000000
TOTAL 45936.580000 -786.020000 -1.54144% 46722.599938

Updated:¶

'2023-06-09 11:05:25.284014'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶